I was reading Box's new book and this totally caught me by surprise:

AppDomains can generally be considered logical processes.  You already
know that.  However, threads in .NET are logical, too.  (They're
referred to as "soft" threads whereas real threads are "hard" threads.)
Soft threads belong to a single hard thread, but hard threads can exist
in any number of AppDomains in a process.  Crazy!  I guess this is
specific to v1 of the framework and may change over time.

If anyone's interested in the inner workings of the CLR, you should
definitely pick up Box's new book "Essential .NET".  It's loaded with
information you may never need, but it's very interesting, if you're
into that kind of stuff.

-jk